Continuous Block $\theta$-Methods for Ordinary and Delay Differential Equations

  • Authors:
  • Hongjiong Tian;Kaiting Shan;Jiaoxun Kuang

  • Affiliations:
  • hjtian@shnu.edu.cn;aixuanting@hotmail.com and jxkuang@yahoo.com;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2009

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Abstract

Continuous numerical methods have many applications in the numerical solution of discontinuous ordinary differential equations (ODEs), delay differential equations, neutral differential equations, integro-differential equations, etc. This paper deals with a continuous extension for the discrete approximate solution of ODEs generated by a class of block $\theta$-methods. Existence and uniqueness for the continuous extension are discussed. Convergence and absolute stability of the continuous block $\theta$-methods for ODEs are studied. As an application, we adopt the continuous block $\theta$-methods to solve delay differential equations and prove that the continuous block $\theta$-methods are $GP$-stable if and only if they are $A_{\omega}$-stable for ODEs. Several numerical experiments are given to illustrate the performance of the continuous block $\theta$-methods.